In The Shadow Of Two Gunmen (I) (Episode 201)
First Aired: Wednesday, 4th October, 2000
Writer: Aaron Sorkin
Director: Thomas Schlamme

This is not really a Josh and Donna scene as much as it is a scene about Donna in relation to Josh

Hit With What?
George Washington University Hospital, waiting room. A doctor enters to give CJ, Toby, Sam, Charlie, Gina and some other Secret Service Agents an update on Josh.

DOCTOR: Excuse me. (beat) We can't make you very comfortable here, and Josh's procedure is likely to take 12 to 14 hours, so--
DONNA: (enters) I'm sorry, they told me I should come back here? I'm sorry ... (long beat as everyone else looks at each other anxiously) ... Is there word on the President?
CJ: The President's going to be fine.
DONNA: Oh, thank God. Oh, thank God, that's the best news I've ever heard. I got here as fast as I could--I had a hard time getting in. I had ... I had to find an Agent who knew me and I was shaking ... I was just ... I didn't know--
TOBY: Donna ... Josh was hit.
DONNA: (beat) Hit with what?
TOBY: He was shot. In the chest.
CJ: He's in surgery right now.
DONNA: I don't understand. I don't understand, is ... is it serious?
TOBY: Yes. It's critical. The bullet collapsed his lung and damaged a major artery.
DOCTOR: I was just saying, we can't make you very comfortable here, and the procedure's likely to take 12 to 14 hours. We won't know anything until morning. I'm sure there are things you're supposed to be attending to right now, so if you'd like, we can stay in touch with you at your homes and offices throughout the night.
(The doctor exits and Donna sits down slowly, completely stunned)

Many thanks to The West Wing Collection for the wonderful screencaps!